Research Article

Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System

Table 2

and for SSECI, HSI, simulation data, and their shuffled series.

ā€‰ Original data Shuffled data
ā€‰ SSECI HSI Simulation data SSECI HSI Simulation data

0.7049 0.6277 0.6195 0.7490 0.6124 0.6253
0.6238 0.4637 0.5195 0.5486 0.3980 0.4282
0.0811 0.1640 0.1000 0.2004 0.2144 0.1971

0.7562 0.6732 0.6538 0.7736 0.6314 0.6717
0.5793 0.3304 0.4555 0.4466 0.2636 0.3476
0.1768 0.3428 0.1983 0.3270 0.3678 0.3241